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~isPartOf:"Applied economics"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Credit risk"
~subject:"Multivariate Verteilung"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
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Credit risk
Multivariate Verteilung
Prognoseverfahren
Stochastischer Prozess
Risk measure
165
Risikomaß
164
Theorie
110
Theory
110
Portfolio selection
80
Portfolio-Management
80
Risiko
68
Risk
68
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53
Risk management
53
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34
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Stochastic process
32
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Mathematische Optimierung
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Blazsek, Szabolcs
3
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Applied economics
European journal of operational research : EJOR
International journal of forecasting
54
Journal of banking & finance
48
Insurance / Mathematics & economics
46
Finance research letters
42
Risks : open access journal
37
Journal of forecasting
32
Journal of risk
29
The North American journal of economics and finance : a journal of financial economics studies
29
Discussion paper / Tinbergen Institute
26
Energy economics
26
The journal of risk model validation
26
International review of financial analysis
25
Economic modelling
22
Journal of risk and financial management : JRFM
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of empirical finance
19
The journal of credit risk : published quarterly by Incisive Media
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Computational economics
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Quantitative finance
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International journal of theoretical and applied finance
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Journal of risk management in financial institutions
16
The European journal of finance
16
SFB 649 discussion paper
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Applied economics letters
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Econometric Institute research papers
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International review of economics & finance : IREF
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Journal of financial econometrics
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Journal of international financial markets, institutions & money
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Research paper series / Swiss Finance Institute
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Computers & operations research : and their applications to problems of world concern ; an international journal
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of economic dynamics & control
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Journal of mathematical finance
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Pacific-Basin finance journal
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Research in international business and finance
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ECONIS (ZBW)
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1
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
2
Index policy for multiarmed bandit problem with dynamic risk measures
Malekipirbazari, Milad
;
Çavuş, Özlem
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 627-640
Persistent link: https://www.econbiz.de/10014456308
Saved in:
3
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement
Liu, Xiaoyu
;
Yan, Xing
;
Zhang, Kun
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1168-1177
Persistent link: https://www.econbiz.de/10014456483
Saved in:
4
Modelling credit card exposure at default using vine copula quantile regression
Wattanawongwan, Suttisak
;
Mues, Christophe
;
Okhrati, Ramin
- In:
European journal of operational research : EJOR
311
(
2023
)
1
,
pp. 387-399
Persistent link: https://www.econbiz.de/10014336533
Saved in:
5
Risk budgeting portfolios from simulations
Costa, Bernardo Freitas Paulo da
;
Pesenti, Silvana M.
; …
- In:
European journal of operational research : EJOR
311
(
2023
)
3
,
pp. 1040-1056
Persistent link: https://www.econbiz.de/10014440198
Saved in:
6
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
Saved in:
7
Risk and resilience-based optimal post-disruption restoration for critical infrastructures under uncertainty
Alkhaleel, Basem A.
;
Liao, Haitao
;
Sullivan, Kelly M.
- In:
European journal of operational research : EJOR
296
(
2022
)
1
,
pp. 174-202
Persistent link: https://www.econbiz.de/10012820155
Saved in:
8
Risk-averse multi-stage stochastic optimization for surveillance and operations planning of a forest insect infestation
Bushaj, Sabah
;
Büyüktahtakın, İ. Esra
;
Haight, Robert G.
- In:
European journal of operational research : EJOR
299
(
2022
)
3
,
pp. 1094-1110
Persistent link: https://www.econbiz.de/10013207229
Saved in:
9
Copula-based Black-Litterman portfolio optimization
Sahamkhadam, Maziar
;
Stephan, Andreas
;
Östermark, Ralf
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1055-1070
Persistent link: https://www.econbiz.de/10013262000
Saved in:
10
Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
Tiwari, Aviral Kumar
;
Pathak, Rajesh
;
DasGupta, Ranjan
; …
- In:
Applied economics
53
(
2021
)
58
,
pp. 6770-6788
Persistent link: https://www.econbiz.de/10012697968
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